+2,941.1%
SHOP vs MARA
-75.5%
+3,016.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | -13.2% | -1.5% | -11.8% | -13.1% |
| 30D | -17.0% | +18.1% | -35.1% | -18.8% |
| 3M | +17.0% | -9.4% | +26.4% | +16.7% |
| 6M | -2.1% | +33.4% | -35.5% | -6.9% |
| YTD | -21.4% | +27.3% | -48.6% | -25.5% |
| 1Y | -11.0% | -27.9% | +17.0% | -10.9% |
| 3Y | +100.9% | +4.8% | +96.2% | +82.0% |
| 5Y | -14.7% | -68.0% | +53.3% | -21.0% |
| All | +2,941.1% | -75.5% | +3,016.5% | +2,225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling